30 research outputs found

    Oracle inequalities for multi-fold cross validation

    Get PDF
    We consider choosing an estimator or model from a given class by cross validation consisting of holding a nonneglible fraction of the observations out as a test set. We derive bounds that show that the risk of the resulting procedure is (up to a constant) smaller than the risk of an oracle plus an error which typically grows logarithmically with the number of estimators in the class. We extend the results to penalized cross validation in order to control unbounded loss functions. Applications include regression with squared and absolute deviation loss and classification under Tsybakov’s condition.Article / Letter to editorMathematisch Instituu

    Semiparametric theory and empirical processes in causal inference

    Full text link
    In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss estimation and inference for causal effects under semiparametric models, which allow parts of the data-generating process to be unrestricted if they are not of particular interest (i.e., nuisance functions). These models are very useful in causal problems because the outcome process is often complex and difficult to model, and there may only be information available about the treatment process (at best). Semiparametric theory gives a framework for benchmarking efficiency and constructing estimators in such settings. In the second part of the paper we discuss empirical process theory, which provides powerful tools for understanding the asymptotic behavior of semiparametric estimators that depend on flexible nonparametric estimators of nuisance functions. These tools are crucial for incorporating machine learning and other modern methods into causal inference analyses. We conclude by examining related extensions and future directions for work in semiparametric causal inference

    Finite-temperature Fermi-edge singularity in tunneling studied using random telegraph signals

    Full text link
    We show that random telegraph signals in metal-oxide-silicon transistors at millikelvin temperatures provide a powerful means of investigating tunneling between a two-dimensional electron gas and a single defect state. The tunneling rate shows a peak when the defect level lines up with the Fermi energy, in excellent agreement with theory of the Fermi-edge singularity at finite temperature. This theory also indicates that defect levels are the origin of the dissipative two-state systems observed previously in similar devices.Comment: 5 pages, REVTEX, 3 postscript figures included with epsfi

    Linking Decisions with Standardization

    No full text
    corecore